Very simple, just for learn. Code is best annotation.
बर्फ के पहाड़ों को खरीदने के लिए, आदेशों को छोटे एम में खरीदने के लिए, बाजार को झटका देने से बचने के लिए, यह एक अच्छी सरल शुरुआत है बिटकॉइन की मात्रात्मक ट्रेडिंग सीखने की रणनीति
function main(){
var initAccount = _C(exchange.GetAccount)
while(true){
var account = _C(exchange.GetAccount)
var dealAmount = account.Stocks - initAccount.Stocks
var ticker = _C(exchange.GetTicker)
if(BUYAMOUNT - dealAmount > BUYSIZE){
var id = exchange.Buy(ticker.Sell, BUYSIZE)
Sleep(INTERVAL*1000)
if(id){
exchange.CancelOrder(id) // May cause error log when the order is completed, which is all right.
}else{
throw 'buy error'
}
}else{
account = _C(exchange.GetAccount)
var avgCost = (initAccount.Balance - account.Balance)/(account.Stocks - initAccount.Stocks)
Log('Iceberg order to buy is done, avg cost is ', avgCost) // including fee cost
return
}
}
}